strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraStyle_20251222_151523
0 multin_zz1000_71001_barra_beta_topG 95.24 84.59 206.82 110.33 206.82 183.05 163.83 136.86 112.91
1 multin_zz1000_71001_barra_momentum_topG 69.62 58.96 181.20 84.70 181.20 157.43 138.21 111.24 87.29
2 multin_zz1000_71001_barra_liquidity_topG 13.38 2.72 124.96 28.46 124.96 101.19 81.97 55.00 31.05
3 multin_zz1000_71001_barra_btop_botG 2.52 -8.13 114.11 17.61 114.11 90.34 71.12 44.15 20.20
4 multin_zz1000_71001_barra_size_topG -3.88 -14.53 107.70 11.21 107.70 83.93 64.71 37.74 13.79
5 multin_zz1000_71001_barra_nonlinearsize_topG -9.79 -20.44 101.80 5.30 101.80 78.02 58.80 31.83 7.89
6 multin_zz1000_71001_barra_earningsyield_botG -18.22 -28.87 93.36 -3.13 93.36 69.59 50.37 23.40 -0.54
7 multin_zz1000_71001_barra_growth_topG -21.04 -31.69 90.55 -5.95 90.54 66.77 47.55 20.58 -3.36
8 multin_zz1000_71001_barra_residualvolatility_topG -24.87 -35.53 86.71 -9.79 86.71 62.94 43.72 16.75 -7.20
9 multin_zz1000_71001_barra_residualvolatility_botG -65.00 -75.66 46.58 -49.92 46.58 22.81 3.59 -23.38 -47.33
10 multin_zz1000_71001_barra_growth_botG -67.97 -78.63 43.61 -52.89 43.61 19.84 0.62 -26.35 -50.30
11 multin_zz1000_71001_barra_leverage_topG -72.51 -83.17 39.07 -57.43 39.07 15.30 -3.92 -30.89 -54.84
12 multin_zz1000_71001_barra_leverage_botG -73.31 -83.96 38.28 -58.22 38.28 14.51 -4.72 -31.68 -55.63
13 multin_zz1000_71001_barra_btop_topG -91.19 -101.85 20.39 -76.10 20.39 -3.38 -22.60 -49.57 -73.52
14 multin_zz1000_71001_barra_momentum_botG -93.00 -103.66 18.58 -77.92 18.58 -5.19 -24.41 -51.38 -75.33
15 multin_zz1000_71001_barra_nonlinearsize_botG -103.05 -113.70 8.53 -87.96 8.53 -15.24 -34.46 -61.43 -85.37
16 multin_zz1000_71001_barra_size_botG -103.05 -113.70 8.53 -87.96 8.53 -15.24 -34.46 -61.43 -85.37
17 multin_zz1000_71001_barra_earningsyield_topG -103.37 -114.02 8.22 -88.28 8.22 -15.56 -34.78 -61.74 -85.69
18 multin_zz1000_71001_barra_liquidity_botG -107.64 -118.30 3.94 -92.56 3.94 -19.83 -39.05 -66.02 -89.97
19 multin_zz1000_71001_barra_beta_botG -115.22 -125.88 -3.64 -100.14 -3.64 -27.41 -46.63 -73.60 -97.55